NYMEX Light Sweet Crude Oil Future July 2024


Trading Metrics calculated at close of trading on 12-Mar-2024
Day Change Summary
Previous Current
11-Mar-2024 12-Mar-2024 Change Change % Previous Week
Open 76.36 76.90 0.54 0.7% 77.62
High 77.09 77.40 0.31 0.4% 78.12
Low 75.64 76.23 0.59 0.8% 76.00
Close 76.69 76.46 -0.23 -0.3% 76.51
Range 1.45 1.17 -0.28 -19.3% 2.12
ATR 1.63 1.60 -0.03 -2.0% 0.00
Volume 60,968 52,475 -8,493 -13.9% 302,232
Daily Pivots for day following 12-Mar-2024
Classic Woodie Camarilla DeMark
R4 80.21 79.50 77.10
R3 79.04 78.33 76.78
R2 77.87 77.87 76.67
R1 77.16 77.16 76.57 76.93
PP 76.70 76.70 76.70 76.58
S1 75.99 75.99 76.35 75.76
S2 75.53 75.53 76.25
S3 74.36 74.82 76.14
S4 73.19 73.65 75.82
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 83.24 81.99 77.68
R3 81.12 79.87 77.09
R2 79.00 79.00 76.90
R1 77.75 77.75 76.70 77.32
PP 76.88 76.88 76.88 76.66
S1 75.63 75.63 76.32 75.20
S2 74.76 74.76 76.12
S3 72.64 73.51 75.93
S4 70.52 71.39 75.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.12 75.64 2.48 3.2% 1.57 2.1% 33% False False 61,820
10 78.23 75.64 2.59 3.4% 1.49 1.9% 32% False False 54,410
20 78.23 74.66 3.57 4.7% 1.53 2.0% 50% False False 46,068
40 78.23 70.54 7.69 10.1% 1.68 2.2% 77% False False 34,557
60 78.23 70.16 8.07 10.6% 1.85 2.4% 78% False False 27,658
80 78.36 69.25 9.11 11.9% 1.92 2.5% 79% False False 23,809
100 82.36 69.25 13.11 17.1% 1.91 2.5% 55% False False 20,332
120 82.47 69.25 13.22 17.3% 1.84 2.4% 55% False False 17,821
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 82.37
2.618 80.46
1.618 79.29
1.000 78.57
0.618 78.12
HIGH 77.40
0.618 76.95
0.500 76.82
0.382 76.68
LOW 76.23
0.618 75.51
1.000 75.06
1.618 74.34
2.618 73.17
4.250 71.26
Fisher Pivots for day following 12-Mar-2024
Pivot 1 day 3 day
R1 76.82 76.83
PP 76.70 76.70
S1 76.58 76.58

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols